MSwM: Fitting Markov Switching Models

Univariate Autoregressive Markov Switching Models for Linear and Generalized Models

Version: 1.2
Depends: methods, nlme, graphics, parallel
Published: 2014-02-24
Author: Josep A. Sanchez-Espigares, Alberto Lopez-Moreno
Maintainer: Josep A. Sanchez-Espigares <josep.a.sanchez at upc.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)]
NeedsCompilation: no
In views: TimeSeries
CRAN checks: MSwM results

Downloads:

Reference manual: MSwM.pdf
Vignettes: example
Package source: MSwM_1.2.tar.gz
MacOS X binary: MSwM_1.2.tgz
Windows binary: MSwM_1.2.zip
Old sources: MSwM archive